+73.2%
CVE vs VSH
+24.4%
+48.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.0% |
| 7D | +2.5% | +4.1% | -1.6% | +1.8% |
| 30D | +16.7% | -4.2% | +20.9% | +17.1% |
| 3M | +9.3% | -50.0% | +59.2% | +22.2% |
| 6M | +43.6% | +80.2% | -36.6% | +15.6% |
| YTD | +93.6% | +121.1% | -27.5% | +46.3% |
| 1Y | +98.8% | +112.0% | -13.2% | +50.7% |
| All | +73.2% | +24.4% | +48.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling